Design and quantitative analysis of Haptic, a trustless, permissionless,
non-custodial protocol for on-chain binary (digital) options built on Uniswap v4
hooks. Binary settlement is synthesized directly from concentrated-liquidity
math: a band over [Pa, Pb] is deterministically 100% one asset beyond its
bounds, so the band's composition is an oracle-free settlement.
| Path | Description |
|---|---|
haptic-whitepaper.Rmd / .pdf |
Protocol design whitepaper (R Markdown → LaTeX) |
haptic-simulation.Rmd / .pdf |
Agent-based simulation study report |
sim/haptic_sim.py |
Vectorized agent-based Monte-Carlo engine (GBM + heavy-tail processes) |
sim/experiments.py |
Experiment suite → result CSVs |
results/ |
Generated experiment datasets consumed by the report |
preamble.tex |
Shared LaTeX styling for both documents |
references.bib |
Bibliography |
# Documents (requires R with rmarkdown/knitr/kableExtra/ggplot2 + a TeX Live install)
Rscript -e 'rmarkdown::render("haptic-whitepaper.Rmd")'
# Simulation: regenerate datasets, then the report
cd sim && python3 experiments.py && cd ..
Rscript -e 'rmarkdown::render("haptic-simulation.Rmd")'Python deps: numpy, scipy, pandas (matplotlib optional).